+316.4%
CFG vs FHN
+165.7%
+150.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.1% |
| 30D | +1.1% | +0.2% | +0.9% | +0.9% |
| 3M | -12.0% | -9.0% | -3.0% | -5.3% |
| 6M | -2.2% | -6.8% | +4.6% | +3.4% |
| YTD | +11.4% | -1.5% | +12.9% | +13.1% |
| 1Y | +27.8% | +10.9% | +16.9% | +18.5% |
| 3Y | +173.3% | +119.4% | +53.9% | +48.8% |
| 5Y | +62.4% | +57.5% | +4.9% | -3.7% |
| 10Y | +249.6% | +114.1% | +135.5% | +51.7% |
| All | +316.4% | +165.7% | +150.7% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling